Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution |
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Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (English)
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19 May 2020
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Efron-Morris estimator
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high dimension
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mean matrix
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minimaxity
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multivariate normal distribution
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optimal weight
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random matrix theory
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ridge method
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shrinkage estimation
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Stein's identity
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